+222.0%
LHX vs SM
+23.0%
+199.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | +4.6% | -8.8% | -4.5% |
| 30D | -15.1% | +18.2% | -33.4% | -16.1% |
| 3M | -21.0% | +22.5% | -43.5% | -22.2% |
| 6M | -32.0% | +50.6% | -82.6% | -34.2% |
| YTD | -15.3% | +108.1% | -123.4% | -20.0% |
| 1Y | -11.1% | +46.0% | -57.1% | -14.1% |
| 3Y | +54.0% | +2.9% | +51.1% | +50.3% |
| 5Y | +17.1% | +112.6% | -95.5% | +8.2% |
| All | +222.0% | +23.0% | +199.1% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling